E-LIB Suche - Ergebnisse für: Sass, Jörn

1

A multiperiod model of an emissions trading system:

Rosemann, Ricarda ; Sass, Jörn
Applied Stochastic Models in Business and Industry. , 2024

Link: https://doi.org/10.1002/..

2

Large Insurance Portfolios - Simulation, Strategy Decisions..:

Diehl, Maximilian , 2023

Link: https://nbn-resolving.de..

3

Impact of Regulatory Requirements for Emission Trading Syst..:

Rosemann, Ricarda , 2023

Link: https://nbn-resolving.de..

4

Experimental evidence that N-acetylglutamate and N-acetylme..:

Bortoluzzi, Vanessa ; Pinheiro, Camila Vieira ; Ribeiro, Rafael Teixeira...
Free Radical Biology and Medicine. 208 (2023) - p. S63 , 2023

Link: https://doi.org/10.1016/..

5

Good Deal Bounds for Option Prices under VaR and ES Constra..:

Laudagé, Christian , 2022

Link: https://nbn-resolving.de..

6

Robust utility maximizing strategies under model uncertaint..:

Sass, Jörn ; Westphal, Dorothee
Mathematics and Financial Economics. 16 (2022) 2 - p. 367-397 , 2022

Link: https://doi.org/10.1007/..

7

Diffusion approximations for periodically arriving expert o..:

Sass, Jörn ; Westphal, Dorothee ; Wunderlich, Ralf
Stochastic Models. 39 (2022) 2 - p. 323-362 , 2022

Link: https://doi.org/10.1080/..

8

Signal-to-noise matrix and model reduction in continuous-ti..:

Leoff, Elisabeth ; Ruderer, Leonie ; Sass, Jörn
Mathematical Methods of Operations Research. 95 (2022) 2 - p. 327-359 , 2022

Link: https://doi.org/10.1007/..

9

Long-term stability of a life insurer's balance sheet:

Diehl, Maximilian ; Horsky, Roman ; Reetz, Susanne.
European Actuarial Journal. 13 (2022) 1 - p. 147-182 , 2022

Link: https://doi.org/10.1007/..

10

Combining multi-asset and intrinsic risk measures:

Laudagé, Christian ; Sass, Jörn ; Wenzel, Jörg
Insurance: Mathematics and Economics. 106 (2022) - p. 254-269 , 2022

Link: https://doi.org/10.1016/..

11

Subset Simulation and Interpolation

Efficient Reliability Estimation under Model-Dynamics for C...

Blandfort, Florian , 2021

Link: https://nbn-resolving.de..

12

Index Insurance for Farmers

Modeling, Demand and Combination with Further Products

Gamage, Nilusha Karunathunge , 2021

Link: https://nbn-resolving.de..

13

Risk reduction and portfolio optimization using clustering ..:

Sass, Jörn ; Thös, Anna-Katharina
Econometrics and Statistics. , 2021

Link: https://doi.org/10.1016/..

14

Diffusion approximations for randomly arriving expert opini..:

Sass, Jörn ; Westphal, Dorothee ; Wunderlich, Ralf
Journal of Applied Probability. 58 (2021) 1 - p. 197-216 , 2021

Link: https://doi.org/10.1017/..

15

Naive Diversification with Fewer Assets - A Risk Reduction ..:

Thös, Anna-Katharina , 2020

Link: https://nbn-resolving.de..